+18.3%
EFA vs TAP
-18.4%
+36.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.4% | -5.3% | +2.9% | -2.3% |
| 30D | -2.2% | -7.4% | +5.1% | -2.2% |
| 3M | +5.7% | -4.9% | +10.6% | +5.7% |
| 6M | +8.2% | -14.2% | +22.4% | +8.3% |
| YTD | +11.8% | -14.8% | +26.6% | +11.8% |
| 1Y | +18.3% | -18.1% | +36.4% | +18.4% |
| All | +18.3% | -18.4% | +36.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling